+81.3%
USB vs CAH
+418.0%
-336.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.6% | +3.5% | -0.9% | +1.3% |
| 30D | +8.4% | +13.5% | -5.1% | +3.5% |
| 3M | -5.5% | +21.8% | -27.4% | -12.3% |
| 6M | +17.7% | +51.5% | -33.8% | +0.5% |
| YTD | +17.6% | +38.1% | -20.5% | +3.0% |
| 1Y | +33.9% | +37.7% | -3.8% | +17.3% |
| 3Y | +103.8% | +179.6% | -75.8% | +30.3% |
| 5Y | +25.6% | +504.9% | -479.4% | -43.8% |
| All | +81.3% | +418.0% | -336.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling